-27.9%
FLUT vs DBX
+15.6%
-43.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | -3.3% | +2.6% | -0.1% |
| 30D | +9.3% | -5.9% | +15.1% | +10.4% |
| 3M | -17.5% | -6.7% | -10.8% | -16.6% |
| 6M | -14.6% | +28.0% | -42.6% | -18.7% |
| YTD | -62.3% | +20.6% | -82.9% | -63.8% |
| 1Y | -59.6% | +10.3% | -69.9% | -60.7% |
| 3Y | -45.3% | +24.0% | -69.3% | -48.4% |
| 5Y | -50.4% | +24.2% | -74.6% | -54.2% |
| All | -27.9% | +15.6% | -43.5% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling